Mathematical Finance & Financial Data Science Seminar
The mathematical finance & financial data science seminar covers a broad range of topics in mathematical and quantitative finance, including:
- Data science and machine learning in finance
- Big data and econometric techniques
- Quantitative finance
- Portfolio and risk management
- Pricing and risk models
- Regulation and regulatory models
- Trading strategies and back testing
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This seminar series is part of the Quantitative Finance & Financial Data Science Working Group's activities at NYU Courant, organized by Petter Kolm (email: petter DOT kolm AT nyu DOT edu).
Presenters include invited visitors and NYU Courant faculty. Seminar presentations often cover original research. The seminar meets monthly on Tuesdays at 5:30 pm to 7 pm in room 1302 of Warren Weaver Hall at 251 Mercer Street, unless specified otherwise. Please make sure to check the exact schedule and room assignment.
Seminar Organizer(s): Petter Kolm
Friday, December 11, 20205:30PM, Online
Special Event - ONLINE PANEL DISCUSSION ON LIBOR TRANSITION
Claudio Albanese, Antje Berndt, Samim Ghamami, Lotfi Karoui, Petter Kolm and Fabio Mercurio
Tuesday, December 8, 20205:30PM, Online Zoom
On the Value of Portfolio Construction
Jason MacQueen, Smart Portfolio Strategies (SPS)
Tuesday, November 10, 20205:30PM, Online
Static Replication of European Standard Dispersion Options as a Radon Transform Inverse Problem
Sébastien Bossu, NYU Courant & Ogee Group LLC